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20122023
most citedA Simple and Adaptive Dispersion Regression Model for Count Data

30 citations · 70 across the 9 of their papers we have counts for

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math.ST2023

Modile as a conservative tail risk measurer: the solution of an optimisation problem with 0-1 loss function

Keming Yu, Rong Jiang, Chi Tim Ng

Quantiles and expectiles, which are two important concepts and tools in tail risk measurements, can be regarded as an extension of median and mean, respectively. Both of these tail…